Fan, Z., Londono, J. and Xiao, X. (2022). Equity tail risk and currency risk premiums Journal of Financial Economics, 143(1):484--503.
130 Key Publications
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Andonov, A., Kraussl, R. and Rauh, J. (2021). Institutional Investors and Infrastructure Investing Review of Financial Studies, :. -
Baltussen, G., Swinkels, L.A.P. and van Vliet, W.N. (2021). Global Factor Premiums Journal of Financial Economics, :. -
Jank, S., Roling, C. and Smajlbegovic, E. (2021). Flying Under the Radar: The Effects of Short-Sale Disclosure Rules on Investor Behavior and Stock Prices Journal of Financial Economics, 139(1):209--233. -
Eichholtz, P., Korevaar, M., Lindenthal, T. and Tallec, R. (2021). The Total Return and Risk to Residential Real Estate Review of Financial Studies, :. -
Jovanovic, B. and Menkveld, AlbertJ. (2021). Equilibrium bid-price dispersion Journal of Political Economy, :. -
Gryglewicz, S.(., Mancini, L., Morellec, E., Schroth, E. and Valta, P. (2021). Understanding Cash Flow Risk Review of Financial Studies, :. -
Garratt, R. and van Oordt, M.R.C. (2021). Privacy as a public good: A case for electronic cash Journal of Political Economy, 129(7):2157--2180. -
Andonov, A. and Rauh, JoshuaD. (2021). The Return Expectations of Public Pension Funds Review of Financial Studies, :. -
Gryglewicz, S.(., Mayer, S. and Morellec, E. (2021). Optimal financing with tokens Journal of Financial Economics, :. -
Ikefuji, M., Laeven, R., Magnus, J. and Muris, C. (2021). Earthquake risk embedded in property prices: Evidence from five Japanese cities Journal of the American Statistical Association, :. -
Ben-David, I. and Bos, M. (2021). Impulsive Consumption and Financial Well-Being: Evidence from an Increase in the Availability of Alcohol Review of Financial Studies, 34(5):2608--2647. -
Blasques, F., van Brummelen, J., Koopman, S.J. and Lucas, A. (2021). Maximum likelihood estimation for score-driven models Journal of Econometrics, :. -
Weitzel, U., Huber, C., Huber, J., Kirchler, M., Lindner, F. and Rose, J. (2020). Bubbles and Financial Professionals Review of Financial Studies, 33(6):2659--2696. -
Caballero, D., Lucas, A., Schwaab, B. and Zhang, X. (2020). Risk endogeneity at the lender/investor-of-last-resort Journal of Monetary Economics, 116:283--297. -
Adams, R, Kraussl, R., Navone, M. and Verwijmeren, P. (2020). Gendered prices Review of Financial Studies, Accepted:. -
Eeckhoudt, L., Laeven, R. and Schlesinger, H. (2020). Risk apportionment: The dual story Journal of Economic Theory, 185:. -
Baltussen, G., Da, Z., Lammers, S. and Martens, M.P.E. (2020). Hedging Demand and Market Intraday Momentum Journal of Financial Economics, :. -
Ikefuji, M., Laeven, RogerJ.A., Magnus, JanR. and Muris, C. (2020). Expected utility and catastrophic risk in a stochastic economy-climate model Journal of Econometrics, 214(1):110--129. -
Boons, M.F., Duarte, F., de Roon, F. and Szymanowska, M. (2020). Time-Varying Inflation Risk and Stock Returns Journal of Financial Economics, 136(2):444--470.